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~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Chen, Cathy W. S."
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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ARCH-Modell
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Chen, Cathy W. S.
McAleer, Michael
Francq, Christian
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
International journal of finance & economics : IJFE
Journal of econometrics
Computational economics
5
Journal of forecasting
5
The North American journal of economics and finance : a journal of financial economics studies
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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The Korean economic review
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
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1
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
2
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
3
It pays to violate : how effective are the Basel accord penalties in encouraging risk management?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009512724
Saved in:
4
Stationarity and the existence of moments of a family of GARCH processes
Ling, Shiqing
;
McAleer, Michael
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 109-117
Persistent link: https://www.econbiz.de/10001634306
Saved in:
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